2004-04-20Buch
Decomposition-based interior point methods for two-stage stochastic convex quadratic programs with recourse
Mehrotra, Sanjay; Ozevin, M. Gokhan
Zhao [28] recently showed that the log barrier associated with the recourse function of two-stage stochastic linear programs behaves as a strongly self-concordant barrier and forms a self concordant family on the first ...
